Corpus ID: 237571382

Amplitude equations for SPDEs driven by fractional additive noise with small Hurst parameter

  title={Amplitude equations for SPDEs driven by fractional additive noise with small Hurst parameter},
  author={Dirk Blomker and Alexandra Neamtu},
We study stochastic partial differential equations (SPDEs) with potentially very rough fractional noise with Hurst parameter H ∈ (0, 1). Close to a change of stability measured with a small parameter ε, we rely on the natural separation of time-scales and establish a simplified description of the essential dynamics. We prove that up to an error term bounded by a power of ε depending on the Hurst parameter we can approximate the solution of the SPDE in first order by an SDE, the so called… Expand
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